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2015-06-17

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Please use this identifier to cite or link to this item: https://hdl.handle.net/2445/216545

Small stochastic perturbations in a general fractional kinetic equation

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Abstract

In this paper we study some properties of the density for the law of the solution to a generalized multidimensional fractional kinetic equation driven by a Gaussian noise, white in time and correlated in space. The diffusion operator is the composition between the Bessel and Riesz potentials with any fractional parameters. We also establish Varadhan’s estimates for the solution to the equation obtained by perturbing the noise.

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https://doi.org/10.1051/ps/2014015

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Equacions diferencials parcials estocàstiques, Processos gaussians, Anàlisi estocàstica, Camps aleatoris

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Stochastic partial differential equations, Gaussian processes, Stochastic analysis, Random fields

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MÁRQUEZ, David (Márquez Carreras). Small stochastic perturbations in a general fractional kinetic equation. ESAIM: Probability and Statistics (ESAIM: P&S). 2015. Vol. 19, num. 81-99. ISSN 1292-8100. [consulted: 6 of October of 2026]. Available at: https://hdl.handle.net/2445/216545

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